+1,546.3%
AEIS vs VYM
+484.2%
+1,062.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.3% |
| 7D | -0.2% | -1.9% | +1.7% | +2.6% |
| 30D | -16.4% | -2.6% | -13.8% | -13.1% |
| 3M | -11.1% | +3.6% | -14.7% | -15.4% |
| 6M | -12.0% | +8.7% | -20.7% | -21.6% |
| YTD | +30.9% | +14.1% | +16.7% | +9.0% |
| 1Y | +74.3% | +17.8% | +56.5% | +39.2% |
| 3Y | +165.2% | +64.5% | +100.7% | +35.0% |
| 5Y | +220.0% | +77.5% | +142.5% | +48.6% |
| 10Y | +527.7% | +206.1% | +321.5% | +42.7% |
| All | +1,546.3% | +484.2% | +1,062.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling